+59.4%
DHI vs ILMN
-55.2%
+114.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.9% |
| 7D | -6.1% | -9.2% | +3.1% | -3.7% |
| 30D | -10.1% | +4.4% | -14.5% | -11.3% |
| 3M | -7.3% | +23.9% | -31.2% | -12.9% |
| 6M | -6.1% | +64.5% | -70.6% | -18.8% |
| YTD | -5.0% | +53.5% | -58.5% | -16.9% |
| 1Y | -22.1% | +110.8% | -132.9% | -38.6% |
| 3Y | +19.2% | +30.7% | -11.4% | +4.3% |
| 5Y | +59.4% | -54.8% | +114.3% | +87.9% |
| All | +59.4% | -55.2% | +114.6% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling